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Model Reduction in Control and Simulation: Algorithms and Applications Peter Benner Professur Mathematik in Industrie und Technik Fakult¨ at f¨ ur Mathematik Technische Universit¨ at Chemnitz Oxford University Computational Mathematics and Applications Seminar 18 October 2007

Model Reduction in Control and Simulation: Algorithms and

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Page 1: Model Reduction in Control and Simulation: Algorithms and

Model Reduction in Control and Simulation:Algorithms and Applications

Peter Benner

Professur Mathematik in Industrie und TechnikFakultat fur Mathematik

Technische Universitat Chemnitz

Oxford UniversityComputational Mathematics and Applications Seminar

18 October 2007

Page 2: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Overview

1 IntroductionModel ReductionModel Reduction for Linear SystemsApplication Areas

2 Model ReductionGoalsModal TruncationPade ApproximationBalanced Truncation

3 ExamplesOptimal Control: Cooling of Steel ProfilesMicrothrusterButterfly GyroInterconnectReconstruction of the State

4 Current and Future Work

5 References

Page 3: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Joint work with

Enrique Quintana-Ortı, Gregorio Quintana-Ortı, RafaMayo, Jose Manuel Badıa, Alfredo Remon, SergioBarrachina (Universidad Jaume I de Castellon, Spain).

Ulrike Baur, Matthias Pester, Jens Saak( )

.

Viatcheslav Sokolov(

former).

Heike Faßbender (TU Braunschweig).

Infineon Technologies/Qimonda, IMTEK (U Freiburg),iwb (TU Munchen), . . .

Page 4: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Introduction

Problem

Given a physical problem with dynamics described by the statesx ∈ Rn, where n is the dimension of the state space.

Because of redundancies, complexity, etc., we want to describe thedynamics of the system using a reduced number of states.

This is the task of model reduction (also: dimension reduction, orderreduction).

Page 5: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Introduction

Problem

Given a physical problem with dynamics described by the statesx ∈ Rn, where n is the dimension of the state space.

Because of redundancies, complexity, etc., we want to describe thedynamics of the system using a reduced number of states.

This is the task of model reduction (also: dimension reduction, orderreduction).

Page 6: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Introduction

Problem

Given a physical problem with dynamics described by the statesx ∈ Rn, where n is the dimension of the state space.

Because of redundancies, complexity, etc., we want to describe thedynamics of the system using a reduced number of states.

This is the task of model reduction (also: dimension reduction, orderreduction).

Page 7: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Motivation: Image Compression by Truncated SVD

A digital image with nx × ny pixels can be represented as matrixX ∈ Rnx×ny , where xij contains color information of pixel (i , j).

Memory: 4 · nx · ny bytes.

Theorem: (Schmidt-Mirsky/Eckart-Young)

Best rank-r approximation to X ∈ Rnx×ny w.r.t. spectral norm:

X =∑r

j=1σjujv

Tj ,

where X = UΣV T is the singular value decomposition (SVD) of X .

The approximation error is ‖X − X‖2 = σr+1.

Idea for dimension reduction

Instead of X save u1, . . . , ur , σ1v1, . . . , σrvr . memory = 4r × (nx + ny ) bytes.

Page 8: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Motivation: Image Compression by Truncated SVD

A digital image with nx × ny pixels can be represented as matrixX ∈ Rnx×ny , where xij contains color information of pixel (i , j).

Memory: 4 · nx · ny bytes.

Theorem: (Schmidt-Mirsky/Eckart-Young)

Best rank-r approximation to X ∈ Rnx×ny w.r.t. spectral norm:

X =∑r

j=1σjujv

Tj ,

where X = UΣV T is the singular value decomposition (SVD) of X .

The approximation error is ‖X − X‖2 = σr+1.

Idea for dimension reduction

Instead of X save u1, . . . , ur , σ1v1, . . . , σrvr . memory = 4r × (nx + ny ) bytes.

Page 9: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Motivation: Image Compression by Truncated SVD

A digital image with nx × ny pixels can be represented as matrixX ∈ Rnx×ny , where xij contains color information of pixel (i , j).

Memory: 4 · nx · ny bytes.

Theorem: (Schmidt-Mirsky/Eckart-Young)

Best rank-r approximation to X ∈ Rnx×ny w.r.t. spectral norm:

X =∑r

j=1σjujv

Tj ,

where X = UΣV T is the singular value decomposition (SVD) of X .

The approximation error is ‖X − X‖2 = σr+1.

Idea for dimension reduction

Instead of X save u1, . . . , ur , σ1v1, . . . , σrvr . memory = 4r × (nx + ny ) bytes.

Page 10: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Example: Image Compression by Truncated SVD

Example: Clown

320× 200 pixel ≈ 256 kb

rank r = 50, ≈ 104 kb

rank r = 20, ≈ 42 kb

Page 11: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Example: Image Compression by Truncated SVD

Example: Clown

320× 200 pixel ≈ 256 kb

rank r = 50, ≈ 104 kb

rank r = 20, ≈ 42 kb

Page 12: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Example: Image Compression by Truncated SVD

Example: Clown

320× 200 pixel ≈ 256 kb

rank r = 50, ≈ 104 kb

rank r = 20, ≈ 42 kb

Page 13: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Dimension Reduction via SVD

Example: Gatlinburg

Organizing committeeGatlinburg/Householder Meeting 1964:

James H. Wilkinson, Wallace Givens,

George Forsythe, Alston Householder,

Peter Henrici, Fritz L. Bauer.

640× 480 pixel, ≈ 1229 kb

rank r = 100, ≈ 448 kb

rank r = 50, ≈ 224 kb

Page 14: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Dimension Reduction via SVD

Example: Gatlinburg

Organizing committeeGatlinburg/Householder Meeting 1964:

James H. Wilkinson, Wallace Givens,

George Forsythe, Alston Householder,

Peter Henrici, Fritz L. Bauer.

640× 480 pixel, ≈ 1229 kb

rank r = 100, ≈ 448 kb

rank r = 50, ≈ 224 kb

Page 15: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Dimension Reduction via SVD

Example: Gatlinburg

Organizing committeeGatlinburg/Householder Meeting 1964:

James H. Wilkinson, Wallace Givens,

George Forsythe, Alston Householder,

Peter Henrici, Fritz L. Bauer.

640× 480 pixel, ≈ 1229 kb

rank r = 100, ≈ 448 kb

rank r = 50, ≈ 224 kb

Page 16: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Background

Image data compression via SVD works, if the singular values decay(exponentially).

Singular Values of the Image Data Matrices

Page 17: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

The Model Reduction Problem

Dynamical Systems

Σ :

x(t) = f (t, x(t), u(t)), x(t0) = x0,y(t) = g(t, x(t), u(t))

with

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Page 18: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Reduced-Order System

bΣ :

˙x(t) = bf (t, x(t), u(t)),y(t) = bg(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

Page 19: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Reduced-Order System

bΣ :

˙x(t) = bf (t, x(t), u(t)),y(t) = bg(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

Page 20: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Reduced-Order System

bΣ :

˙x(t) = bf (t, x(t), u(t)),y(t) = bg(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rp.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

Page 21: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

Page 22: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

S : u 7→ y , y(t) = (h ? u)(t) =

∫ ∞−∞

h(t − τ)u(τ) dτ,

where h(s) =

CeAsB if s > 00 if s ≤ 0

Page 23: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

S : u 7→ y , y(t) = (h ? u)(t) =

∫ ∞−∞

h(t − τ)u(τ) dτ,

where h(s) =

CeAsB if s > 00 if s ≤ 0

Note: operator S not suitable for approximation as singular values arecontinuous; for model reduction use Hankel operator H.

Page 24: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

H : u− 7→ y+, y+(t) =∫ 0

−∞ CeA(t−τ)Bu(τ) dτ for all t > 0.

Note: operator S not suitable for approximation as singular values arecontinuous; for model reduction use Hankel operator H.

Page 25: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

H : u− 7→ y+, y+(t) =∫ 0

−∞ CeA(t−τ)Bu(τ) dτ for all t > 0.

Note: operator S not suitable for approximation as singular values arecontinuous; for model reduction use Hankel operator H.

H compact ⇒ H has discrete SVD Hankel singular values

Page 26: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

H : u− 7→ y+, y+(t) =∫ 0

−∞ CeA(t−τ)Bu(τ) dτ for all t > 0.

H compact ⇒H has discrete SVD Hankel singular values

Page 27: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

H : u− 7→ y+, y+(t) =∫ 0

−∞ CeA(t−τ)Bu(τ) dτ for all t > 0.

H compact ⇒ H has discrete SVD

⇒ Best approx. problem w.r.t. 2-induced operator norm(Hankel norm) well-posed.

⇒ solution: Adamjan-Arov-Krein (AAK Theory, 1971/78).

Page 28: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Linear, Time-Invariant (LTI) Systems

x(t) = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y(t) = g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

State-Space Description for I/O-Relation (D = 0)

H : u− 7→ y+, y+(t) =∫ 0

−∞ CeA(t−τ)Bu(τ) dτ for all t > 0.

H compact ⇒ H has discrete SVD

⇒ Best approx. problem w.r.t. 2-induced operator norm(Hankel norm) well-posed.

⇒ solution: Adamjan-Arov-Krein (AAK Theory, 1971/78).

But: computationally unfeasible for large-scale systems.

Page 29: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Linear Systems in Frequency Domain

Linear, Time-Invariant (LTI) Systems

f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

Laplace Transformation / Frequency Domain

Application of Laplace transformation (x(t) 7→ x(s), x(t) 7→ sx(s))to linear system with x(0) = 0:

sx(s) = Ax(s) + Bu(s), y(s) = Bx(s) + Du(s),

yields I/O-relation in frequency domain:

y(s) =(

C (sIn − A)−1B + D︸ ︷︷ ︸=:G(s)

)u(s)

G is the transfer function of Σ.

Page 30: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Linear Systems in Frequency Domain

Linear, Time-Invariant (LTI) Systems

f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

Laplace Transformation / Frequency Domain

Application of Laplace transformation (x(t) 7→ x(s), x(t) 7→ sx(s))to linear system with x(0) = 0:

sx(s) = Ax(s) + Bu(s), y(s) = Bx(s) + Du(s),

yields I/O-relation in frequency domain:

y(s) =(

C (sIn − A)−1B + D︸ ︷︷ ︸=:G(s)

)u(s)

G is the transfer function of Σ.

Page 31: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Linear Systems in Frequency Domain

Linear, Time-Invariant (LTI) Systems

f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,g(t, x , u) = Cx + Du, C ∈ Rp×n, D ∈ Rp×m.

Laplace Transformation / Frequency Domain

Application of Laplace transformation (x(t) 7→ x(s), x(t) 7→ sx(s))to linear system with x(0) = 0:

sx(s) = Ax(s) + Bu(s), y(s) = Bx(s) + Du(s),

yields I/O-relation in frequency domain:

y(s) =(

C (sIn − A)−1B + D︸ ︷︷ ︸=:G(s)

)u(s)

G is the transfer function of Σ.

Page 32: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Problem

Approximate the dynamical system

x = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y = Cx + Du, C ∈ Rp×n, D ∈ Rp×m,

by reduced-order system

˙x = Ax + Bu, A ∈ Rr×r , B ∈ Rr×m,

y = C x + Du, C ∈ Rp×r , D ∈ Rp×m,

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖‖u‖ < tolerance · ‖u‖.

=⇒ Approximation problem: minorder (G)≤r ‖G − G‖.

Page 33: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Model Reduction for Linear Systems

Problem

Approximate the dynamical system

x = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y = Cx + Du, C ∈ Rp×n, D ∈ Rp×m,

by reduced-order system

˙x = Ax + Bu, A ∈ Rr×r , B ∈ Rr×m,

y = C x + Du, C ∈ Rp×r , D ∈ Rp×m,

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖‖u‖ < tolerance · ‖u‖.

=⇒ Approximation problem: minorder (G)≤r ‖G − G‖.

Page 34: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application Areas(Optimal) Control

Feedback Controllers

A feedback controller (dynamiccompensator) is a linear system oforder N, where

input = output of plant,

output = input of plant.

Modern (LQG-/H2-/H∞-) controldesign: N ≥ n

⇒ reduce order of original system.

Real-time control is only possible with controllers of low complexity.

Experience tells us: the more complex, the more fragile.

Modern feedback control of systems governed by PDEs impossibledue to large scale of systems arising from FE discretization.

Page 35: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application Areas(Optimal) Control

Feedback Controllers

A feedback controller (dynamiccompensator) is a linear system oforder N, where

input = output of plant,

output = input of plant.

Modern (LQG-/H2-/H∞-) controldesign: N ≥ n

⇒ reduce order of original system.

Real-time control is only possible with controllers of low complexity.

Experience tells us: the more complex, the more fragile.

Modern feedback control of systems governed by PDEs impossibledue to large scale of systems arising from FE discretization.

Page 36: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application Areas(Optimal) Control

Feedback Controllers

A feedback controller (dynamiccompensator) is a linear system oforder N, where

input = output of plant,

output = input of plant.

Modern (LQG-/H2-/H∞-) controldesign: N ≥ n

⇒ reduce order of original system.

Real-time control is only possible with controllers of low complexity.

Experience tells us: the more complex, the more fragile.

Modern feedback control of systems governed by PDEs impossibledue to large scale of systems arising from FE discretization.

Page 37: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application Areas(Optimal) Control

Feedback Controllers

A feedback controller (dynamiccompensator) is a linear system oforder N, where

input = output of plant,

output = input of plant.

Modern (LQG-/H2-/H∞-) controldesign: N ≥ n

⇒ reduce order of original system.

Real-time control is only possible with controllers of low complexity.

Experience tells us: the more complex, the more fragile.

Modern feedback control of systems governed by PDEs impossibledue to large scale of systems arising from FE discretization.

Page 38: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application Areas(Optimal) Control

Feedback Controllers

A feedback controller (dynamiccompensator) is a linear system oforder N, where

input = output of plant,

output = input of plant.

Modern (LQG-/H2-/H∞-) controldesign: N ≥ n

⇒ reduce order of original system.

Real-time control is only possible with controllers of low complexity.

Experience tells us: the more complex, the more fragile.

Modern feedback control of systems governed by PDEs impossibledue to large scale of systems arising from FE discretization.

Page 39: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMicro Electronics

Progressive miniaturization: Moore’s Law states that thenumber of on-chip transistors doubles each 12 (now: 18) months.

Verification of VLSI/ULSI chip design requires high number ofsimulations for different input signals.

Increase in packing density requires modeling of interconncet toensure that thermic/electro-magnetic effects do not disturbsignal transmission.

Linear systems in micro electronics occur through modifiednodal analysis (MNA) for RLC networks, e.g., when

– decoupling large linear subcircuits,– modeling transmission lines,– modeling pin packages in VLSI chips,– modeling circuit elements described by Maxwell’s equation

using partial element equivalent circuits (PEEC).

Page 40: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMicro Electronics

Progressive miniaturization: Moore’s Law states that thenumber of on-chip transistors doubles each 12 (now: 18) months.

Verification of VLSI/ULSI chip design requires high number ofsimulations for different input signals.

Increase in packing density requires modeling of interconncet toensure that thermic/electro-magnetic effects do not disturbsignal transmission.

Linear systems in micro electronics occur through modifiednodal analysis (MNA) for RLC networks, e.g., when

– decoupling large linear subcircuits,– modeling transmission lines,– modeling pin packages in VLSI chips,– modeling circuit elements described by Maxwell’s equation

using partial element equivalent circuits (PEEC).

Page 41: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMicro Electronics

Progressive miniaturization: Moore’s Law states that thenumber of on-chip transistors doubles each 12 (now: 18) months.

Verification of VLSI/ULSI chip design requires high number ofsimulations for different input signals.

Increase in packing density requires modeling of interconncet toensure that thermic/electro-magnetic effects do not disturbsignal transmission.

Linear systems in micro electronics occur through modifiednodal analysis (MNA) for RLC networks, e.g., when

– decoupling large linear subcircuits,– modeling transmission lines,– modeling pin packages in VLSI chips,– modeling circuit elements described by Maxwell’s equation

using partial element equivalent circuits (PEEC).

Page 42: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMicro Electronics

Progressive miniaturization: Moore’s Law states that thenumber of on-chip transistors doubles each 12 (now: 18) months.

Verification of VLSI/ULSI chip design requires high number ofsimulations for different input signals.

Increase in packing density requires modeling of interconncet toensure that thermic/electro-magnetic effects do not disturbsignal transmission.

Linear systems in micro electronics occur through modifiednodal analysis (MNA) for RLC networks, e.g., when

– decoupling large linear subcircuits,– modeling transmission lines,– modeling pin packages in VLSI chips,– modeling circuit elements described by Maxwell’s equation

using partial element equivalent circuits (PEEC).

Page 43: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMicro Electronics: Example for Miniaturization

Intel 4004 (1971)

1 layer, 10µ technology,

2,300 transistors,

64 kHz clock speed.

Intel Pentium IV (2001)

7 layers, 0.18µ technology,

42,000,000 transistors,

2 GHz clock speed,

2km of interconnect.

Page 44: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMEMS/Microsystems

Typical problem in MEMS simulation:coupling of different models (thermic, structural, electric,electro-magnetic) during simulation.

Problems and Challenges:

Reduce simulation times by replacing sub-systems with theirreduced-order models.

Stability properties of coupled system may deteriorate throughmodel reduction even when stable sub-systems are replaced bystable reduced-order models.

Multi-scale phenomena.

Page 45: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMEMS/Microsystems

Typical problem in MEMS simulation:coupling of different models (thermic, structural, electric,electro-magnetic) during simulation.

Problems and Challenges:

Reduce simulation times by replacing sub-systems with theirreduced-order models.

Stability properties of coupled system may deteriorate throughmodel reduction even when stable sub-systems are replaced bystable reduced-order models.

Multi-scale phenomena.

Page 46: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMEMS/Microsystems

Typical problem in MEMS simulation:coupling of different models (thermic, structural, electric,electro-magnetic) during simulation.

Problems and Challenges:

Reduce simulation times by replacing sub-systems with theirreduced-order models.

Stability properties of coupled system may deteriorate throughmodel reduction even when stable sub-systems are replaced bystable reduced-order models.

Multi-scale phenomena.

Page 47: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Linear Systems

ApplicationAreas

Model Reduction

Examples

Current andFuture Work

References

Application AreasMEMS/Microsystems

Typical problem in MEMS simulation:coupling of different models (thermic, structural, electric,electro-magnetic) during simulation.

Problems and Challenges:

Reduce simulation times by replacing sub-systems with theirreduced-order models.

Stability properties of coupled system may deteriorate throughmodel reduction even when stable sub-systems are replaced bystable reduced-order models.

Multi-scale phenomena.

Page 48: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 49: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 50: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 51: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 52: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 53: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model ReductionGoals

Automatic generation of compact models.

Satisfy desired error tolerance for all admissible input signals,i.e., want

‖y − y‖ < tolerance · ‖u‖ ∀u ∈ L2(R,Rm).

=⇒ Need computable error bound/estimate!

Preserve physical properties:

– stability (poles of G in C−),– minimum phase (zeroes of G in C−),– passivity (“system does not generate energy”).

Page 54: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model Reduction

1 Modal Truncation

2 Pade-Approximation and Krylov Subspace Methods

3 Balanced Truncation

4 many more. . .

Joint feature of many methods: Galerkin or Petrov-Galerkin-typeprojection of state-space onto low-dimensional subspace V along W:assume x ≈ VW T x =: x , where

range (V ) = V, range (W ) =W, W TV = Ir .

Then, with x = W T x , we obtain x ≈ V x and

‖x − x‖ = ‖x − V x‖.

Page 55: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Model Reduction

1 Modal Truncation

2 Pade-Approximation and Krylov Subspace Methods

3 Balanced Truncation

4 many more. . .

Joint feature of many methods: Galerkin or Petrov-Galerkin-typeprojection of state-space onto low-dimensional subspace V along W:assume x ≈ VW T x =: x , where

range (V ) = V, range (W ) =W, W TV = Ir .

Then, with x = W T x , we obtain x ≈ V x and

‖x − x‖ = ‖x − V x‖.

Page 56: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Modal Truncation

Idea:

Project state-space onto A-invariant subspace V, where

V = span(v1, . . . , vr ),

vk = eigenvectors corresp. to “dominant” modes ≡ eigenvalues of A.

Page 57: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Modal Truncation

Idea:

Project state-space onto A-invariant subspace V, where

V = span(v1, . . . , vr ),

vk = eigenvectors corresp. to “dominant” modes ≡ eigenvalues of A.

Properties:

Simple computation for large-scale systems, using, e.g., Krylovsubspace methods (Lanczos, Arnoldi), Jacobi-Davidson method.

Error bound:

‖G − G‖∞ ≤ cond2 (T ) ‖C2‖2‖B2‖21

minλ∈Λ (A2) |Re(λ)|,

where T−1AT = diag(A1,A2).

Page 58: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Modal Truncation

Idea:

Project state-space onto A-invariant subspace V, where

V = span(v1, . . . , vr ),

vk = eigenvectors corresp. to “dominant” modes ≡ eigenvalues of A.

Difficulties:

Eigenvalues contain only limited system information.

Dominance measures are difficult to compute.(Litz 1979: use Jordan canoncial form; otherwise merelyheuristic criteria.Rommes 2007: dominant pole algorithm (two-sided RQI).)

Error bound not computable for really large-scale probems.

New direction: AMLS (automated multilevel substructuring)[Benninghof/Lehoucq ’04, Elssel/Voß ’05, Blomeling ’06].

Page 59: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Idea:

ConsiderEx = Ax + Bu, y = Cx

with rational transfer function G (s) = C (sE − A)−1B.

For s0 6∈ Λ (A,E ):

G (s) = m0 + m1(s − s0) + m2(s − s0)2 + . . .

As reduced-order model use rth Pade approximant G to G :

G (s) = G (s) +O((s − s0)2r ),

i.e., mj = mj for j = 0, . . . , 2r − 1

moment matching if s0 <∞,

partial realization if s0 =∞.

Page 60: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Idea:

ConsiderEx = Ax + Bu, y = Cx

with rational transfer function G (s) = C (sE − A)−1B.

For s0 6∈ Λ (A,E ):

G (s) = m0 + m1(s − s0) + m2(s − s0)2 + . . .

As reduced-order model use rth Pade approximant G to G :

G (s) = G (s) +O((s − s0)2r ),

i.e., mj = mj for j = 0, . . . , 2r − 1

moment matching if s0 <∞,

partial realization if s0 =∞.

Page 61: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Idea:

ConsiderEx = Ax + Bu, y = Cx

with rational transfer function G (s) = C (sE − A)−1B.

For s0 6∈ Λ (A,E ):

G (s) = m0 + m1(s − s0) + m2(s − s0)2 + . . .

As reduced-order model use rth Pade approximant G to G :

G (s) = G (s) +O((s − s0)2r ),

i.e., mj = mj for j = 0, . . . , 2r − 1

moment matching if s0 <∞,

partial realization if s0 =∞.

Page 62: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Moments need not be computed explicitly; moment matching isequivalent to projecting state-space onto

V = span(B, AB, . . . , Ar−1B) = K(A, B, r)

(where A = (s0E − A)−1E , B = (s0E − A)−1B) along

W = span(CH , AHCH , . . . , (AH)r−1CH) = K(AH ,CH , r).

Computation via unsymmetric Lanczos method, yields systemmatrices of reduced-order model as by-product.

PVL applies w/o changes for singular E if s0 6∈ Λ (A,E ):– for s0 6=∞: Gallivan/Grimme/Van Dooren 1994,

Freund/Feldmann 1996, Grimme 1997

– for s0 =∞: B./Sokolov 2005

Page 63: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Moments need not be computed explicitly; moment matching isequivalent to projecting state-space onto

V = span(B, AB, . . . , Ar−1B) = K(A, B, r)

(where A = (s0E − A)−1E , B = (s0E − A)−1B) along

W = span(CH , AHCH , . . . , (AH)r−1CH) = K(AH ,CH , r).

Computation via unsymmetric Lanczos method, yields systemmatrices of reduced-order model as by-product.

PVL applies w/o changes for singular E if s0 6∈ Λ (A,E ):– for s0 6=∞: Gallivan/Grimme/Van Dooren 1994,

Freund/Feldmann 1996, Grimme 1997

– for s0 =∞: B./Sokolov 2005

Page 64: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Moments need not be computed explicitly; moment matching isequivalent to projecting state-space onto

V = span(B, AB, . . . , Ar−1B) = K(A, B, r)

(where A = (s0E − A)−1E , B = (s0E − A)−1B) along

W = span(CH , AHCH , . . . , (AH)r−1CH) = K(AH ,CH , r).

Computation via unsymmetric Lanczos method, yields systemmatrices of reduced-order model as by-product.

PVL applies w/o changes for singular E if s0 6∈ Λ (A,E ):– for s0 6=∞: Gallivan/Grimme/Van Dooren 1994,

Freund/Feldmann 1996, Grimme 1997

– for s0 =∞: B./Sokolov 2005

Page 65: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Partial realization for descriptor systems: [B./Sokolov, SCL, 2006]

For nonsingular E and s0 =∞:

moments = Markov parameters = C (E−1A)jE−1B, j = 0, 1, . . .

Question: for E singular, what is the correct generalized inverse here?

Page 66: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Partial realization for descriptor systems: [B./Sokolov, SCL, 2006]

For nonsingular E and s0 =∞:

moments = Markov parameters = C (E−1A)jE−1B, j = 0, 1, . . .

Question: for E singular, what is the correct generalized inverse here?

Answer: 2-inverse E2 = Q

[Inf

00 0

]P, where

sPEQ − PAQ = s

[Inf

00 N

]−[

J 00 In∞

],

is the Weierstraß canonical form (WCF) of sE − A.

Page 67: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Partial realization for descriptor systems: [B./Sokolov, SCL, 2006]

For nonsingular E and s0 =∞:

moments = Markov parameters = C (E−1A)jE−1B, j = 0, 1, . . .

Question: for E singular, what is the correct generalized inverse here?

Answer: 2-inverse E2 = Q

[Inf

00 0

]P, where

sPEQ − PAQ = s

[Inf

00 N

]−[

J 00 In∞

],

is the Weierstraß canonical form (WCF) of sE − A.

P,Q can be computed w/o WCF in many applications.

Numerically, use Lanczos applied to E2A,E2B,C.

Page 68: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

Page 69: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

Page 70: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

Page 71: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

Page 72: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

New direction: moment matching yields rational interpolation ofG (j)(s) for j = 0, . . . , 2r − 1 at s = s0.Instead: use rational (Hermite) interpolation at sj , j = 0, . . . , r .

Page 73: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Pade Approximation

Pade-via-Lanczos Method (PVL)

Difficulties:

No computable error estimates/bounds for ‖y − y‖2.

Mostly heuristic criteria for choice of expansion points.Optimal choice for second-order systems with proportional/Rayleigh

damping (Beattie/Gugercin 2005).

Good approximation quality only locally.

Preservation of physical properties only in very special cases;usually requires post processing which (partially) destroysmoment matching properties.

New direction: moment matching yields rational interpolation ofG (j)(s) for j = 0, . . . , 2r − 1 at s = s0.Instead: use rational (Hermite) interpolation at sj , j = 0, . . . , r .Current work: where to put the sj?

Page 74: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Idea:

A system Σ, realized by (A,B,C ,D), is called balanced, ifsolutions P,Q of the Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization of the system via state-spacetransformation

T : (A,B,C ,D) 7→ (TAT−1,TB,CT−1,D)

=

„»A11 A12

A21 A22

–,

»B1

B2

–,ˆ

C1 C2

˜,D

«Truncation (A, B, C , D) = (A11,B1,C1,D).

Page 75: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Idea:

A system Σ, realized by (A,B,C ,D), is called balanced, ifsolutions P,Q of the Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization of the system via state-spacetransformation

T : (A,B,C ,D) 7→ (TAT−1,TB,CT−1,D)

=

„»A11 A12

A21 A22

–,

»B1

B2

–,ˆ

C1 C2

˜,D

«Truncation (A, B, C , D) = (A11,B1,C1,D).

Page 76: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Idea:

A system Σ, realized by (A,B,C ,D), is called balanced, ifsolutions P,Q of the Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization of the system via state-spacetransformation

T : (A,B,C ,D) 7→ (TAT−1,TB,CT−1,D)

=

„»A11 A12

A21 A22

–,

»B1

B2

–,ˆ

C1 C2

˜,D

«Truncation (A, B, C , D) = (A11,B1,C1,D).

Page 77: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Idea:

A system Σ, realized by (A,B,C ,D), is called balanced, ifsolutions P,Q of the Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization of the system via state-spacetransformation

T : (A,B,C ,D) 7→ (TAT−1,TB,CT−1,D)

=

„»A11 A12

A21 A22

–,

»B1

B2

–,ˆ

C1 C2

˜,D

«Truncation (A, B, C , D) = (A11,B1,C1,D).

Page 78: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Motivation:

HSV are system invariants: they are preserved under T and determinethe energy transfer given by the Hankel map

H : L2(−∞, 0) 7→ L2(0,∞) : u− 7→ y+.

Page 79: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Motivation:

HSV are system invariants: they are preserved under T and determinethe energy transfer given by the Hankel map

H : L2(−∞, 0) 7→ L2(0,∞) : u− 7→ y+.

In balanced coordinates . . . energy transfer from u− to y+:

E := supu∈L2(−∞,0]

x(0)=x0

∞∫0

y(t)T y(t) dt

0∫−∞

u(t)Tu(t) dt

=1

‖x0‖2

n∑j=1

σ2j x

20,j

Page 80: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Motivation:

HSV are system invariants: they are preserved under T and determinethe energy transfer given by the Hankel map

H : L2(−∞, 0) 7→ L2(0,∞) : u− 7→ y+.

In balanced coordinates . . . energy transfer from u− to y+:

E := supu∈L2(−∞,0]

x(0)=x0

∞∫0

y(t)T y(t) dt

0∫−∞

u(t)Tu(t) dt

=1

‖x0‖2

n∑j=1

σ2j x

20,j

=⇒ Truncate states corresponding to “small” HSVs=⇒ complete analogy to best approximation via SVD!

Page 81: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Implementation: SR Method

1 Compute (Cholesky) factors of the solutions of the Lyapunovequations,

P = STS , Q = RTR.

2 Compute SVD

SRT = [ U1, U2 ]

[Σ1

Σ2

] [V T

1

V T2

].

3 SetW = RTV1Σ

−1/21 , V = STU1Σ

−1/21 .

4 Reduced model is (W TAV ,W TB,CV ,D).

Page 82: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Implementation: SR Method

1 Compute (Cholesky) factors of the solutions of the Lyapunovequations,

P = STS , Q = RTR.

2 Compute SVD

SRT = [ U1, U2 ]

[Σ1

Σ2

] [V T

1

V T2

].

3 SetW = RTV1Σ

−1/21 , V = STU1Σ

−1/21 .

4 Reduced model is (W TAV ,W TB,CV ,D).

Page 83: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Implementation: SR Method

1 Compute (Cholesky) factors of the solutions of the Lyapunovequations,

P = STS , Q = RTR.

2 Compute SVD

SRT = [ U1, U2 ]

[Σ1

Σ2

] [V T

1

V T2

].

3 SetW = RTV1Σ

−1/21 , V = STU1Σ

−1/21 .

4 Reduced model is (W TAV ,W TB,CV ,D).

Page 84: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

Reduced-order model is stable with HSVs σ1, . . . , σr .

Adaptive choice of r via computable error bound:

‖y − y‖2 ≤(

2∑n

k=r+1σk

)‖u‖2.

Page 85: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

Reduced-order model is stable with HSVs σ1, . . . , σr .

Adaptive choice of r via computable error bound:

‖y − y‖2 ≤(

2∑n

k=r+1σk

)‖u‖2.

Page 86: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

Page 87: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

New algorithmic ideas from numerical linear algebra:

Page 88: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

New algorithmic ideas from numerical linear algebra:

– Instead of Gramians P,Qcompute S ,R ∈ Rn×k ,k n, such that

P ≈ SST , Q ≈ RRT .

– Compute S ,R withproblem-specific Lyapunovsolvers of “low” complexitydirectly.

Page 89: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

New algorithmic ideas from numerical linear algebra:

Parallelization:

– Efficient parallel algorithms based on matrix sign function.

– Complexity O(n3/q) on q-processor machine.

– Software library PLiCMR with WebComputing interface.

(B./Quintana-Ortı/Quintana-Ortı since 1999)

Formatted Arithmetic:

For special problems from PDE control use implementation based onhierarchical matrices and matrix sign function method (Baur/B.),complexity O(n log2(n)r2).

Page 90: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

New algorithmic ideas from numerical linear algebra:

Parallelization:

– Efficient parallel algorithms based on matrix sign function.

– Complexity O(n3/q) on q-processor machine.

– Software library PLiCMR with WebComputing interface.

(B./Quintana-Ortı/Quintana-Ortı since 1999)

Formatted Arithmetic:

For special problems from PDE control use implementation based onhierarchical matrices and matrix sign function method (Baur/B.),complexity O(n log2(n)r2).

Page 91: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation

Properties:

General misconception: complexity O(n3) – true for severalimplementations! (e.g., Matlab, SLICOT, MorLAB).

New algorithmic ideas from numerical linear algebra:

Sparse Balanced Truncation:

– Sparse implementation using sparse Lyapunov solver(ADI+MUMPS/SuperLU).

– Complexity O(n(k2 + r2)).

– Software:

+ Matlab toolbox LyaPack (Penzl 1999),+ Software library SpaRed with WebComputing interface.

(Badıa/B./Quintana-Ortı/Quintana-Ortı since 2003)

Page 92: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

For A stable, Gramians are defined by

P =

∫ ∞0

eAtBBT eAT t dt, Q =

∫ ∞0

eAT tCTCeAt dt.

For unstable A, integrals diverge!

Frequency-domain definition of Gramians

P := 12π

∫∞−∞(jω − A)−1BBT (jω − A)−H dω,

Q := 12π

∫∞−∞(jω − A)−HCTC (jω − A)−1 dω.

Well-defined if Λ (A) ∩ ıR = ∅!For stable A, definitions coincide.

Balancing/balanced truncation can be based on P, Q.Moreover, BT error bound holds!

Page 93: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

For A stable, Gramians are defined by

P =

∫ ∞0

eAtBBT eAT t dt, Q =

∫ ∞0

eAT tCTCeAt dt.

For unstable A, integrals diverge!

Frequency-domain definition of Gramians

P := 12π

∫∞−∞(jω − A)−1BBT (jω − A)−H dω,

Q := 12π

∫∞−∞(jω − A)−HCTC (jω − A)−1 dω.

Well-defined if Λ (A) ∩ ıR = ∅!For stable A, definitions coincide.

Balancing/balanced truncation can be based on P, Q.Moreover, BT error bound holds!

Page 94: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

For A stable, Gramians are defined by

P =

∫ ∞0

eAtBBT eAT t dt, Q =

∫ ∞0

eAT tCTCeAt dt.

For unstable A, integrals diverge!

Frequency-domain definition of Gramians

P := 12π

∫∞−∞(jω − A)−1BBT (jω − A)−H dω,

Q := 12π

∫∞−∞(jω − A)−HCTC (jω − A)−1 dω.

Well-defined if Λ (A) ∩ ıR = ∅!For stable A, definitions coincide.

Balancing/balanced truncation can be based on P, Q.Moreover, BT error bound holds!

Page 95: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

For A stable, Gramians are defined by

P =

∫ ∞0

eAtBBT eAT t dt, Q =

∫ ∞0

eAT tCTCeAt dt.

For unstable A, integrals diverge!

Frequency-domain definition of Gramians

P := 12π

∫∞−∞(jω − A)−1BBT (jω − A)−H dω,

Q := 12π

∫∞−∞(jω − A)−HCTC (jω − A)−1 dω.

Well-defined if Λ (A) ∩ ıR = ∅!For stable A, definitions coincide.

Balancing/balanced truncation can be based on P, Q.Moreover, BT error bound holds!

Page 96: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

For A stable, Gramians are defined by

P =

∫ ∞0

eAtBBT eAT t dt, Q =

∫ ∞0

eAT tCTCeAt dt.

For unstable A, integrals diverge!

Frequency-domain definition of Gramians

P := 12π

∫∞−∞(jω − A)−1BBT (jω − A)−H dω,

Q := 12π

∫∞−∞(jω − A)−HCTC (jω − A)−1 dω.

Well-defined if Λ (A) ∩ ıR = ∅!For stable A, definitions coincide.

Balancing/balanced truncation can be based on P, Q.Moreover, BT error bound holds!

Page 97: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

Computation of Unstable Gramians

If (A,B) stabilizable, (A,C ) detectable, and Λ (A) ∩ ıR = ∅, thenP,Q are solutions of the Lyapunov equations

(A− BBTX )P + P(A− BBTX )T + BBT = 0,

(A− YCTC )TQ + Q(A− YCTC ) + CTC = 0,

where X and Y are the stabilizing solutions of the dual algebraicBernoulli equations

ATX + XA− XBBTX = 0,

AY + YAT − YCTCY = 0.

Page 98: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

Theorem [B. 2006]

Let (A,B) be stabilizable, Λ (A)∩ ıR = ∅, and X+ be the unique stabilizingsolution of the ABE

ATX + XA− XBBTX = 0.

Then

a) rank (X+) = k, where k is the number of eigenvalues of A in C+.

b) A full-rank factor Y+ ∈ Rn×k of X+ is given by

Y+ =√

2QY R−1,

where colspan(QY ) is basis of anti-stable A-invariant subspace, R is

defined via sign“h

AT

0BBT

−A

i”.

Page 99: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

Theorem [B. 2006]

Let (A,B) be stabilizable, Λ (A)∩ ıR = ∅, and X+ be the unique stabilizingsolution of the ABE

ATX + XA− XBBTX = 0.

Then

a) rank (X+) = k, where k is the number of eigenvalues of A in C+.

b) A full-rank factor Y+ ∈ Rn×k of X+ is given by

Y+ =√

2QY R−1,

where colspan(QY ) is basis of anti-stable A-invariant subspace, R is

defined via sign“h

AT

0BBT

−A

i”.

Page 100: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Goals

ModalTruncation

PadeApproximation

BalancedTruncation

Examples

Current andFuture Work

References

Balanced Truncation for Unstable Systems

Theorem [B. 2006]

Let (A,B) be stabilizable, Λ (A)∩ ıR = ∅, and X+ be the unique stabilizingsolution of the ABE

ATX + XA− XBBTX = 0.

Then

a) rank (X+) = k, where k is the number of eigenvalues of A in C+.

b) A full-rank factor Y+ ∈ Rn×k of X+ is given by

Y+ =√

2QY R−1,

where colspan(QY ) is basis of anti-stable A-invariant subspace, R is

defined via sign“h

AT

0BBT

−A

i”.

Efficient solution of ABEs: sign-function based computation of Y+

[Barrachina/B./Quintana-Ortı].Current work: solvers for large-scale ABEs with (data-)sparse A.

Page 101: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesOptimal Control: Cooling of Steel Profiles

Mathematical model: boundary controlfor linearized 2D heat equation.

c · ρ ∂∂t

x = λ∆x , ξ ∈ Ω

λ∂

∂nx = κ(uk − x), ξ ∈ Γk , 1 ≤ k ≤ 7,

∂nx = 0, ξ ∈ Γ7.

=⇒ m = 7, p = 6.

FEM Discretization, different modelsfor initial mesh (n = 371),1, 2, 3, 4 steps of mesh refinement ⇒n = 1357, 5177, 20209, 79841.

2

34

9 10

1516

22

34

43

47

51

55

60 63

8392

Source: Physical model: courtesy of Mannesmann/Demag.

Math. model: Troltzsch/Unger 1999/2001, Penzl 1999, Saak 2003.

Page 102: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesOptimal Control: Cooling of Steel Profiles

n = 1357, Absolute Error

– BT model computed with signfunction method,

– MT w/o static condensation,same order as BT model.

n = 79841, Absolute error

– BT model computed usingSpaRed,

– computation time: 8 min.

Page 103: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesOptimal Control: Cooling of Steel Profiles

n = 1357, Absolute Error

– BT model computed with signfunction method,

– MT w/o static condensation,same order as BT model.

n = 79841, Absolute error

– BT model computed usingSpaRed,

– computation time: 8 min.

Page 104: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

Co-integration of solid fuel withsilicon micromachined system.

Goal: Ignition of solid fuel cells byelectric impulse.

Application: nano satellites.

Thermo-dynamical model, ignitionvia heating an electric resistance byapplying voltage source.

Design problem: reach ignitiontemperature of fuel cell w/o firingneighbouring cells.

Spatial FEM discretizatoin ofthermo-dynamical model linearsystem, m = 1, p = 7.

Source: The Oberwolfach Benchmark Collection http://www.imtek.de/simulation/benchmark

Courtesy of C. Rossi, LAAS-CNRS/EU project “Micropyros”.

Page 105: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

axial-symmetric 2D model

FEM discretisation using linear (quadratic) elements n = 4, 257(11, 445) m = 1, p = 7.

Reduced model computed using SpaRed. modal truncation usingARPACK, and Z. Bai’s PVL implementation.

Page 106: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

axial-symmetric 2D model

FEM discretisation using linear (quadratic) elements n = 4, 257(11, 445) m = 1, p = 7.

Reduced model computed using SpaRed. modal truncation usingARPACK, and Z. Bai’s PVL implementation.

Relative error n = 4, 257

Page 107: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

axial-symmetric 2D model

FEM discretisation using linear (quadratic) elements n = 4, 257(11, 445) m = 1, p = 7.

Reduced model computed using SpaRed. modal truncation usingARPACK, and Z. Bai’s PVL implementation.

Relative error n = 4, 257 Relative error n = 11, 445

Page 108: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

axial-symmetric 2D model

FEM discretisation using linear (quadratic) elements n = 4, 257(11, 445) m = 1, p = 7.

Reduced model computed using SpaRed. modal truncation usingARPACK, and Z. Bai’s PVL implementation.

Frequency Response BT/PVL

Page 109: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microthruster

axial-symmetric 2D model

FEM discretisation using linear (quadratic) elements n = 4, 257(11, 445) m = 1, p = 7.

Reduced model computed using SpaRed. modal truncation usingARPACK, and Z. Bai’s PVL implementation.

Frequency Response BT/PVL Frequency Response BT/MT

Page 110: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Microgyroscope (Butterfly Gyro)

By applying AC voltage toelectrodes, wings are forced tovibrate in anti-phase in waferplane.

Coriolis forces induce motion ofwings out of wafer planeyielding sensor data.

Vibrating micro-mechanicalgyroscope for inertial navigation.

Rotational position sensor.

Source: The Oberwolfach Benchmark Collection http://www.imtek.de/simulation/benchmark

Courtesy of D. Billger (Imego Institute, Goteborg), Saab Bofors Dynamics AB.

Page 111: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Butterfly Gyro

FEM discretization of structure dynamical model using quadratictetrahedral elements (ANSYS-SOLID187) n = 34, 722, m = 1, p = 12.

Reduced model computed using SpaRed, r = 30.

Frequency Repsonse Analysis Hankel Singular Values

Page 112: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Butterfly Gyro

FEM discretization of structure dynamical model using quadratictetrahedral elements (ANSYS-SOLID187) n = 34, 722, m = 1, p = 12.

Reduced model computed using SpaRed, r = 30.

Frequency Repsonse Analysis

Hankel Singular Values

Page 113: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMEMS: Butterfly Gyro

FEM discretization of structure dynamical model using quadratictetrahedral elements (ANSYS-SOLID187) n = 34, 722, m = 1, p = 12.

Reduced model computed using SpaRed, r = 30.

Frequency Repsonse Analysis Hankel Singular Values

Page 114: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMicro Electronics: Interconnect

RLC circuit, characteristic curve has falling edge at ω = 100 Hz.

n = 1999, m = p = 2, reduced model using PLiCMR: r = 20.

Accuracy of Reduced-Order Model

100

105

1010

From: In(2)

100

105

1010

−250

−200

−150

−100

−50

0

To: O

ut(2

)

−250

−200

−150

−100

−50

0From: In(1)

To: O

ut(1

)

Bode Diagram

Frequency (rad/sec)

Mag

nitu

de (d

B)

Page 115: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesMicro Electronics: Interconnect

RLC circuit, characteristic curve has falling edge at ω = 100 Hz.

n = 1999, m = p = 2, reduced model using PLiCMR: r = 20.

Accuracy of Reduced-Order Model

100

105

1010

From: In(2)

100

105

1010

−250

−200

−150

−100

−50

0

To: O

ut(2

)

−250

−200

−150

−100

−50

0From: In(1)

To: O

ut(1

)

Bode Diagram

Frequency (rad/sec)

Mag

nitu

de (d

B)

Page 116: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesReconstruction of the State

BT is often criticized for its bias towards the input-output behavior ofthe system. But states can also be reconstructed using

x(t) ≈ Vxr (t).

Example: 2D heat equation with localized heat source, 64× 64 grid,r = 6 model by BT, simulation for u(t) = 10 cos(t).

Page 117: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesReconstruction of the State

BT is often criticized for its bias towards the input-output behavior ofthe system. But states can also be reconstructed using

x(t) ≈ Vxr (t).

Example: 2D heat equation with localized heat source, 64× 64 grid,r = 6 model by BT, simulation for u(t) = 10 cos(t).

Page 118: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesReconstruction of the State

BT is often criticized for its bias towards the input-output behavior ofthe system. But states can also be reconstructed using

x(t) ≈ Vxr (t).

Example: 2D heat equation with localized heat source, 64× 64 grid,r = 6 model by BT, simulation for u(t) = 10 cos(t).

Page 119: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Optimal Cooling

Microthruster

Butterfly Gyro

Interconnect

Reconstructionof the State

Current andFuture Work

References

ExamplesBT modes are intelligent ansatz functions for Galerkin projection

Page 120: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Parametric Models

x = A(p)x + B(p)u, y = C (p)x + D(p)u,

where p ∈ Rs are free parameters which should be preserved in thereduced-order model.

Page 121: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Parametric Models

x = A(p)x + B(p)u, y = C (p)x + D(p)u,

where p ∈ Rs are free parameters which should be preserved in thereduced-order model.

Frequently: B,C ,D parameter independent,

A(p) = A0 + p1A1 + . . .+ psAs .

⇒ (Modified) linear model reduction methods applicable.

Multipoint expansion combined with Pade-type approx. possible.

New idea: BT for reference parameters combined withinterpolation yields parametric reduced-order models.

Page 122: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Parametric Models

x = A(p)x + B(p)u, y = C (p)x + D(p)u,

where p ∈ Rs are free parameters which should be preserved in thereduced-order model.

Frequently: B,C ,D parameter independent,

A(p) = A0 + p1A1 + . . .+ psAs .

⇒ (Modified) linear model reduction methods applicable.

Multipoint expansion combined with Pade-type approx. possible.

New idea: BT for reference parameters combined withinterpolation yields parametric reduced-order models.

Page 123: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Nonlinear Systems

Linear projection

x ≈ V x , ˙x = W T f (V x , u)

is in general not model reduction!

Page 124: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Nonlinear Systems

Linear projection

x ≈ V x , ˙x = W T f (V x , u)

is in general not model reduction!

Need specific methods

– POD + balanced truncation empirical Gramians(Lall/Marsden/Glavaski 1999/2002),

– Approximate inertial manifold method (∼ staticcondensation for nonlinear systems).

Page 125: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

Current and Future Work

Nonlinear Systems

Linear projection

x ≈ V x , ˙x = W T f (V x , u)

is in general not model reduction!

Exploit structure of nonlinearities, e.g., in optimal control oflinear PDEs with nonlinear BCs

– bilinear control systems x = Ax +∑

j Njxuj + Bu,

– formal linear systems (cf. Follinger 1982)

x = Ax + N g(Hx) + Bu = Ax +[

B N] [ u

g(z)

],

where z := Hx ∈ R`, ` n.

Page 126: Model Reduction in Control and Simulation: Algorithms and

Model Reduction

Peter Benner

Introduction

Model Reduction

Examples

Current andFuture Work

References

References

1 G. Obinata and B.D.O. Anderson.Model Reduction for Control System Design.Springer-Verlag, London, UK, 2001.

2 Z. Bai.Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems.Appl. Numer. Math, 43(1–2):9–44, 2002.

3 R. Freund.Model reduction methods based on Krylov subspaces.Acta Numerica, 12:267–319, 2003.

4 P. Benner, E.S. Quintana-Ortı, and G. Quintana-Ortı.State-space truncation methods for parallel model reduction of large-scale systems.Parallel Comput., 29:1701–1722, 2003.

5 P. Benner, V. Mehrmann, and D. Sorensen (editors).Dimension Reduction of Large-Scale Systems.Lecture Notes in Computational Science and Engineering, Vol. 45,Springer-Verlag, Berlin/Heidelberg, Germany, 2005.

6 A.C. Antoulas.Lectures on the Approximation of Large-Scale Dynamical Systems.SIAM Publications, Philadelphia, PA, 2005.

7 P. Benner, R. Freund, D. Sorensen, and A. Varga (editors).Special issue on Order Reduction of Large-Scale Systems.Linear Algebra Appl., Vol. 415, Issues 2-3, pp. 231–578, June 2006.

Thanks for your attention!